+112.0%
VSH vs NLY
+20.9%
+91.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | +4.1% | -1.0% | +5.1% | +4.6% |
| 30D | -4.2% | +0.6% | -4.8% | -4.5% |
| 3M | -50.0% | +10.8% | -60.8% | -53.3% |
| 6M | +80.2% | +6.2% | +74.0% | +70.0% |
| YTD | +121.1% | +9.0% | +112.1% | +103.5% |
| 1Y | +112.0% | +19.3% | +92.7% | +81.2% |
| All | +112.0% | +20.9% | +91.1% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling